2016 IASG CTA Index Year Rolling

Rank CTA/Program 1yr 3yr 5yr Sharpe
1 Alpha Z Advisors LLC
Alpha Z Futures Fund, LLC
61.77 330.27 1.56
2 Worldwide Capital Strategies
Profit Quest Macro World
36.60 204.36 183.28 0.73
3 Commodities Analytics LLC
Daily Analytics
33.68 87.57 2.24
4 Crescendo Capital Management
Neutron Decay (Client)
25.36 15.28 0.74
5 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
21.96 60.14 0.83
6 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
21.78 59.01 140.28 1.51
7 Amapa Capital Advisors LLC
Energy Program
21.19 19.73 11.11 0.35
8 LJM Partners
LJM Moderately Aggressive Strategy
19.03 48.34 89.45 0.93
9 GNE Management, LLC
S&P Futures and Options Strategy (Client)
18.91 86.80 1.77
10 Garraway Capital Management LLP
Garraway Financial Trends
18.66 32.98 0.24
11 Emil van Essen
Spread Trading Program Limited
18.38 23.15 0.52
12 Bluenose Capital Management, LLC
BNC CL
16.49 3.82 0.22
13 Quantica Capital AG
2X Quantica Managed Futures Fund
16.30 0.34 0.06
14 Dreiss Research Corporation
Diversified Program
16.22 127.34 73.01 0.62
15 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
14.44 33.67 32.52 0.33
16 dormouse Limited
dormouse - Managed Account
13.96 56.87 73.02 0.97
17 LJM Partners
LJM Preservation & Growth Strategy
13.65 29.18 31.17 0.82
18 Millburn Ridgefield Corporation
Multi-Markets Program
12.52 40.41 20.08 0.57
19 Urban Tree Capital, LLC
UTC Plus (Client)
12.18 16.22 0.21
20 Principle Capital Management LLC
Principle Commodity Futures (Prop)
12.04 -3.52 0.03 0.25
21 Intex Capital
Covered Options Program
11.99 47.21 87.84 2.20
22 Tianyou Asset Management, LLC
Tianyou Fund LP
11.11 96.50 2.40
23 SandPointe
SandPointe Opportunities Strategy
11.01 1.73
24 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
10.63 28.05 26.13 1.51
25 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
10.61 5.00 0.25
26 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
10.34 42.01 41.70 0.36
27 Schindler Capital Management, LLC
Dairy Advantage Program
10.20 58.52 55.80 0.76
28 Three Rock Capital Management
Global Macro Program
9.56 35.01 56.28 0.79
29 Pinstripe Trading, LLC
Standard
9.31 29.84 55.39 0.72
30 Quantum Leap Capital Management
Managed Account Program
9.23 -13.35 -22.52 0.37
31 Prolific Capital Markets, LLC
Prolific Swiss System
8.81 31.37 0.78
32 Quantica Capital AG
1X Quantica Managed Futures Fund
8.66 2.28 0.03
33 Protec Energy Partners LLC
ET1
8.11 -2.58 20.57 1.02
34 Robust Methods LLC
Macro Managed Account
7.91 -9.87 -25.76 0.08
35 Alee Capital Management, LLC
Mistral Program
7.53 22.97 32.12 0.66
36 Bulkara Capital
Bulkara Systematic Fund SP
7.46 1.51
37 GammaQ
Breckhurst Commodity Fund
7.44 35.93 49.25 0.67
38 Seven Capital Management
Seven Absolute Return
7.38 3.25 1.15 0.16
39 Mehnert Capital Management, LLC
DTP (Client)
7.36 13.93 0.10
40 FORT LP
Fort Global Diversified
7.24 23.54 26.16 0.80
41 Sophic Associates, LLC
Sophic Macro
7.23 13.56 0.09
42 Bluenose Capital Management, LLC
BNC BI
7.22 19.85 26.30 0.91
43 Vivienne Investissement
OUESSANT UCITS FUND (A)
7.20 7.11 0.32
44 FORT LP
Global Futures Program (formerly Global Diversified Classic)
7.05 26.53 29.21 0.80
45 Candriam Investor Group
Alternative Return Systemat
6.87 27.45 21.56 0.49
46 Ilgenwald Trading, LLC
Ilgenwald Trading, LLC
6.83 1.14 0.14
47 Conquest Capital Group
Conquest Macro
6.81 12.80 -30.05 0.27
48 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
6.40 13.05 42.01 0.93
49 Sugar Creek Investment Management, LLC
WestCay Tropicals
6.39 0.69
50 Emil van Essen
Multi-Strategy Program
6.23 0.48
51 Typhon Capital Management, LLC
Chiron Currency Program
5.44 1.93 -2.06 0.39
52 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
5.40 0.63
53 SEB Asset Management
SEB Asset Selection Fund C (EUR)
5.26 21.19 19.26 0.55
54 Typhon Capital Management, LLC
Vulcan Metals Strategy
5.23 75.44 151.06 2.42
55 Trading Study
SPK – E-Mini S&P 500 Option
5.17 6.10 5.01 0.24
56 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
5.10 15.61 11.45 0.30
57 Non Correlated Capital
Positive Theta Program
5.10 -14.88 3.15 1.01
58 Bluenose Capital Management, LLC
BNC EI
4.83 -1.21 7.26 0.42
59 Crabel Capital Management
Crabel Multi-Product
4.82 13.50 33.44 0.66
60 Sandpiper Asset Management
Sandpiper Global Macro Program
4.69 54.69 0.64
61 Warrington Asset Management
Warrington Strategic Program
4.64 9.89 24.52 1.13
62 Blackwater Capital Management
Tactical Equity
4.60 15.15 0.60
63 Non Correlated Capital
Positive Theta Fund
4.34 -12.00 13.10 1.10
64 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
4.16 22.25 0.68
65 Jaguar Investments Ltd
Aegir Capital Strategy
3.99 26.59 143.43 1.66
66 Cauldron Investments, LLC
Stock Index Plus
3.96 22.64 85.73 1.28
67 Orgone Commodity Management LLC
Orgone AG 1
3.94 21.48 126.41 0.56
68 Kopis Capital Management, LLC
Commodity Long Only
3.70 -3.71 0.00
69 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
3.47 13.50 13.68 0.42
70 Aquantum
Aquantum Global Systematic Program (AGS)
3.45 -8.58 -0.20
71 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
3.39 27.85 14.69 0.33
72 EMC Capital Advisors, LLC
EMC Alpha Plus Program
3.26 0.72
73 Greenwave Capital Management
Greenwave Flagship Plus
3.10 7.08 0.06
74 C-View Limited
Currency Managed Account Program
2.83 -3.18 -5.58 0.90
75 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
2.72 183.09 1.01
76 Trigon Investment Advisors, LLC
Foreign Exchange Program
2.55 3.54 7.10 0.31
77 Piston Trading
The Piston
2.50 18.13 0.41
78 Crabel Capital Management
WPD Crabel Futures Program
2.25 11.55 48.67 0.69
79 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
2.18 7.47 0.05
80 Emil van Essen
Long-Short Commodity Program - Accelerated
2.02 0.40
81 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
1.83 3.78 3.58 0.75
82 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.64 24.09 22.87 0.98
83 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
1.48 61.38 126.29 1.41
84 Certeza Asset Management
4x Macro Vega
1.46 7.76 24.56 0.81
85 Valia Capital Management
Global Tactical Program
1.26 -0.46
86 Sona Trading Strategies LLC.
Diversified Program
1.18 3.03 6.71 0.23
87 Witter & Lester, Inc.
Redstone
1.07 1.49 9.42 0.58
88 EMC Capital Advisors, LLC
EMC Alpha Program
1.05 13.85 0.56
89 GammaQ
Commodity Program Managed Account
0.86 23.72 40.91 0.36
90 Sunrise Capital Partners
Sunrise Expanded Diversified Program
0.76 -3.13 -15.64 0.48
91 FORT LP
Fort Global Contrarian
0.75 11.69 16.71 0.87
92 Dix Hills Partners
DHP Absolute Return Strategies
0.39 13.11 10.14 0.68
93 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
0.32 4.03 0.40
94 Jaguar Investments Ltd
Ultro Capital Strategy
0.29 18.88 39.56 1.18
95 Blake Capital Management, Inc.
SRD Currencies
0.04 -0.29 -1.25
96 Metolius Capital LLC
Metolius Diversified
-0.03 10.14 4.74 0.21
97 ROW Asset Managment
Row Diversified Fund, L.P.
-0.13 23.94 36.02 0.67
98 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
-0.15 19.78 0.69
99 Sugar Creek Investment Management, LLC
Stockyards
-0.15 1.20
100 Demeter Capital Management
Livestock & Grain Trading Program
-0.21 19.63 27.92 0.51
101 Conquest Capital Group
Conquest Select
-0.25 12.80 5.99 0.26
102 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
-0.30 -1.45 13.99 0.65
103 1OAK Capital Limited
ACORN Commodity
-0.37 6.29 0.72
104 NickJen Capital Management & Consultants LLC
NRD-1
-0.41 3.09 11.13 0.57
105 Four Seasons Commodities Corp
Lone Star Program
-0.52 2.21 7.74 0.71
106 HPX Financial LLC
HPX Old School Program
-0.53 12.50 39.99 1.44
107 Hehmeyer Capital Management, LLC
Hehmeyer Systematic Treasury & Equity Strategy
-0.64 19.29 14.68 0.42
108 Soaring Pelican, LLC
Diversified S&P Program
-0.64 31.70 31.08 0.73
109 NovoDyn Advisors LLC
NDC Mean Reversion FT - A (Extended Markets)
-0.70 -7.66 -1.79
110 R Best LLC
R Best Private Client Program
-0.79 23.71 19.11 0.52
111 Sugar Creek Investment Management, LLC
Dairy Arbitrage
-0.85 0.74
112 QTS Capital Management, LLC
Tail Reaper
-0.87 9.10 1.16
113 Novus Investments, LLC
Novus Precious Commodities
-0.92 -6.82 -9.52 0.57
114 Melissinos Trading
Eupatrid Program
-1.12 22.93 18.41 0.29
115 Tyche Capital Advisors LLC
Institutional Spreads
-1.15 0.18
116 DUNN Capital Management
DUNN WMA Institutional Program
-1.29 22.58 31.39 0.44
117 NovoDyn Advisors LLC
NDC Mean Reversion FT - A
-1.33 -11.65 -0.64
118 Dominion Capital
Diamond Program
-1.39 6.77 40.09 0.74
119 1900 Investments Asset Management
Dynamic Oil Strategy Program
-1.42 -10.77 -0.70
120 Zoi Capital, LLC
Telio Program (Client)
-1.55 -7.83 18.56 0.61
121 Whitmore Capital Management LLC
Whitmore Capital LP
-1.75 -42.10 0.07
122 Wharton Capital Management
Wharton AG Futures Program
-1.75 59.83 87.89 0.91
123 Millburn Ridgefield Corporation
Commodity Program
-1.89 57.83 23.92 0.52
124 Emil van Essen
Long-Short Commodity Program
-2.07 4.06 0.21
125 QTS Capital Management, LLC
QTS Partners, L.P.
-2.15 20.03 35.24 0.69
126 Alee Capital Management, LLC
Poniente Program
-2.15 11.62 38.74 0.56
127 QCM
Alpha Financials Program
-2.27 -7.59 -0.04
128 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
-2.68 -3.08 13.89 0.32
129 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-2.80 -7.48 -20.14 -0.19
130 Tlaloc Capital LLC
Grains Program
-2.94 -6.89 9.30 0.81
131 Ditsch Trading, LLC
Agricultural Trading Program
-3.10 -2.31 100.91 0.36
132 ROW Asset Managment
Row Currency Program
-3.11 9.01 23.49 0.05
133 Sugar Creek Investment Management, LLC
Cotton RV
-3.28 -0.25
134 3D
Bull Program (Client)
-3.32 -0.45 2.46 0.39
135 Witter & Lester, Inc.
Diversified Trading Program
-3.44 5.71 0.53
136 Hansa Capital Management, LLC
Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy
-3.47 9.75 1.35
137 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
-3.58 0.59
138 QCAM Currency Asset Management AG
QCAM v-Pro Dynamic
-3.66 41.67 48.59 0.83
139 Estlander & Partners
Freedom
-3.81 7.61 -0.94 -0.02
140 3D
Intraday Program (Client)
-3.84 16.90 0.28
141 Mesirow Financial Investment Management, Inc.
Emerging Markets Alpha Programme
-3.86 21.58 33.16 0.80
142 County Cork LLC
RLA I
-3.99 20.64 53.78 0.59
143 Hehmeyer Capital Management, LLC
Hehmeyer Meat Complex
-4.09 4.63 0.08
144 NordIX
NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors)
-4.30 40.14 72.91 1.64
145 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-4.53 -15.07 -3.33 0.52
146 Future Trade AG
Thales Swing Trading Programme
-4.54 24.24 14.74 0.52
147 Typhon Capital Management, LLC
Plutus Grain Strategy
-4.78 -0.67 6.61 0.66
148 M6 Capital Management LLC
Standard Program
-4.78 -7.12 2.20 0.35
149 Trigon Investment Advisors, LLC
Discretionary Macro Program
-4.81 8.54 17.76 0.24
150 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 1
-4.82 33.99 0.68
151 Hehmeyer Capital Management, LLC
HOGO
-4.82 30.24 0.64
152 Glider Trading LLP
Glider Trading Strategy (Class C)
-5.27 7.82 0.09
153 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-5.77 2.69 4.47 0.40
154 Eagle Trading Systems Inc.
Eagle Quantitative Macro
-5.86 -5.02 -7.53 0.34
155 Red Rock Capital, LLC
Commodity Long-Short
-6.09 74.79 1.11
156 QTS Capital Management, LLC
FX Managed Account
-6.60 104.94 206.84 1.13
157 Mesirow Financial Investment Management, Inc.
Asian Markets Alpha Program
-6.77 5.99 8.35 0.58
158 Paradox Capital Management
Sentiment Program (1X)
-6.84 -6.58 -0.29
159 3D
3D Intraday Breakout Program
-7.52 -0.17
160 County Cork LLC
County Cork Fusion Equity
-7.69 -13.56 -0.16
161 Turk Capital LLC
US Equity Long/Short Strategy
-7.89 0.10
162 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
-8.12 -5.88 7.03 0.53
163 3D
S&P Program (Client)
-8.15 -4.96 -3.77 0.37
164 Turning Wheel Capital, Inc.
Pure Alpha
-8.49 -0.59 14.82 0.38
165 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-8.52 47.58 15.91 0.48
166 Bocken Trading LLC
Discretionary Trading Program
-8.89 -8.33 43.26 0.39
167 Superfund Group
Superfund Red USD SICAV
-9.42 -27.10 -0.43
168 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-9.47 9.54 -9.09 -0.23
169 Independent View
IV Quantitative Futures Fund
-9.60 15.16 0.72
170 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-10.00 8.21 47.67 0.56
171 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
-10.14 4.51 0.10
172 Estlander & Partners
Alpha Trend II - Class P
-10.34 12.19 -20.54 0.04
173 Superfund Group
Superfund Red EUR SICAV
-10.57 -28.56 -0.48
174 ISAM
ISAM Systematic Trend Fund
-12.17 63.76 20.73 0.65
175 Qbasis Invest
Qbasis i Trend Fund
-12.33 9.10 0.20
176 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 2
-12.89 40.51 0.48
177 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-13.49 -40.23 -16.51 -0.12
178 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-13.83 63.23 28.87 0.28
179 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-14.64 -29.49 -26.65 -0.68
180 Aquantum
Aquantum Commodity Spread Program (ACS)
-14.81 8.96 0.31
181 Angle Capital Management LLC
AIP Program
-16.43 -1.07 -1.23 0.33
182 Vision Capital Management
Global Futures
-17.89 7.52 0.14
183 Eagle Trading Systems Inc.
Eagle Global Financials
-18.81 -27.33 -33.90 0.45
184 Ring Capital Management LLC
S&P E-Mini Select
-22.03 21.34 60.57 0.65
185 Covenant Capital Management
Optimal Program
-26.46 -0.03
186 Purple Valley Capital, Inc.
Diversified Trend 1
-30.02 14.15 -10.12 0.42
187 Rosetta Capital Management
Macro Program
-31.17 -27.10 -43.45 0.22
188 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-32.51 -62.68 -32.99 0.18
189 Deep Field Capital AG
SINGULARITY Fund
-33.32 -13.82 3.61 0.06
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